@inproceedings{ff5715e19f6b4f0fb653229784b590a0,
title = "An algorithm for linear complementarity and its application in american options pricing",
author = "Liming Feng and Vadim Linetsky and Morales, {Jos{\'e} Luis} and Jorge Nocedal",
year = "2009",
month = nov,
day = "26",
doi = "10.1063/1.3241350",
language = "English (US)",
isbn = "9780735407091",
series = "AIP Conference Proceedings",
pages = "1400--1402",
booktitle = "Numerical Analysis and Applied Mathematics - International Conference on Numerical Analysis and Applied Mathematics 2009, ICNAAM-2009",
note = "International Conference on Numerical Analysis and Applied Mathematics 2009, ICNAAM-2009 ; Conference date: 18-09-2009 Through 22-09-2009",
}